+3,076.9%
FTAI vs COPX
+583.8%
+2,493.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | -5.2% | -2.3% | -2.9% | -4.3% |
| 30D | -17.9% | +0.3% | -18.2% | -18.1% |
| 3M | -22.7% | +6.8% | -29.6% | -25.7% |
| 6M | -28.0% | +7.9% | -36.0% | -31.0% |
| YTD | -5.0% | +23.7% | -28.7% | -15.1% |
| 1Y | +10.4% | +71.5% | -61.1% | -15.5% |
| 3Y | +425.2% | +149.1% | +276.1% | +226.5% |
| 5Y | +890.3% | +167.3% | +723.0% | +472.7% |
| All | +3,076.9% | +583.8% | +2,493.1% | +968.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling